The FX touchpad will apply to the Master output.One way to have it apply only to the track you want is to use multiple outputs, and have only the track you want to edit with the XY on the Master output, other tracks on another output.

You won't be able to change it easily in a live situation, but it's a possible workaround for what you want to do.

However, having the Live FX Pad enabled just for the Master output is not the ideal creative way. Be it live or studio, I think it would be a big big plus if I can, for instance, apply a roller on my snare whenever I want and wherever I feel. Having the effect on the whole 'thing' is something more like mainstream?

In case this feature does not exist, shall I create a feature request?

Perhaps; I guess it depends on the effect you want. You can switch over the the SparkLE interface and use the Instrument level effects while still using the Spark hardware controller. So you can use the Instrument filter, Send 1/2, and Pan/Level effects by first selecting them on the SparkLE screen. The Roller effect should also already work on the Instrument level. You select the Roller, use the Live FX Pad to determine your timing, and then click on the pad or pads you want to apply the Roller effect to. The Filter and Slicer effects are just on the Global level.